At my shower for my first I got a mix of the two. Our nursery/shower theme was rock n roll so many of the clothes we got were that theme & blankets were in the same colors. Lots of others bought cute useful things like towels, diapers, etc.

I think most people just buy whatever. Or if you have a registry they will buy off of that. The only time I tried to match a nursery theme is because I sew and I wanted to make some diaper caddies to match the nursery.